Whilst PayPal produces a lot of documentation and provides some tools to help generate code these were not always that helpful. For example the code wizard produces code that doesn't build and uses a very old version of the API which means that a lot of the things you can now do according to the documentation just didn't work and it wasn't immediately obvious why.

I have put together a bare bones Visual Studio 2010 project that will give you a quick understanding of the basics of the three Express Checkout calls (SetExpressCheckout, GetExpressCheckoutDetails and DoExpressCheckout) you need to make to get things working.